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How has the European monetary integration process contributed to regional financial market integration?

Reszat, Beate - 2003

Persistent link: https://www.econbiz.de/10013430526

Euro area stock markets integration : empirical evidence after the end of 2010 debt crisis

Stoupos, Nikolaos; Kiohos, Apostolos - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013341843

Finanzmarktintegration in Europa : Implikationen für Stabilität und Wachstum in Sozialen Marktwirtschaften

Keim, Martin - 2009

-- Anhang 5: Pläne zur monetären Integration der MOEL zur Eurozone -- Anhang 6: Dauerhafte Konvergenz als Voraussetzung zum …

Persistent link: https://www.econbiz.de/10014509045

Euro area: towards a European common bond? : empirical evidence from the sovereign debt markets

Stoupos, Nikolaos; Kiohos, Apostolos - In: Journal of common market studies : JCMS 60 (2022) 4, pp. 1019-1046

Persistent link: https://www.econbiz.de/10013392064

Finanzmarktintegration in Europa : Implikationen für Stabilität und Wachstum in Sozialen Marktwirtschaften

Keim, Martin - 2009

Persistent link: https://www.econbiz.de/10003851853

Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests

Caporale, Guglielmo Maria; You, Kefei - 2017

This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate (industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised as follows. In the pre-2008 crisis period, no...

Persistent link: https://www.econbiz.de/10011654612

Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests

Caporale, Guglielmo Maria; You, Kefei - 2017

Persistent link: https://www.econbiz.de/10011658042

Non-Linear Dynamic Linkages in the International Stock Markets

Ozdemir, Zeynel Abidin; Cakan, Esin - 2009

This study examines the dynamic relationship between the major stock indices of the US, Japan, France and the UK by using the non-linear Granger-causality test. The empirical evidence indicates that there is a strong bi-directional non-linear causal relationship between the US and the others....

Persistent link: https://www.econbiz.de/10014200485

The impact of the euro on equity markets : a country and sector decomposition

Cappiello, Lorenzo (contributor); … - 2008

This paper investigates whether comovements between euro area equity returns at national and industry level have … changed after the introduction of the euro. By adopting a regression quantile-based methodology, we find that after 1999 the … degree of comovements among euro area national equity markets has augmented. By explicitly controlling for the impact of …

Persistent link: https://www.econbiz.de/10003782653

Relationship between Czech and European developed stock markets: DCC MV GARCH analysis

Princ, Michael - 2010

The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...

Persistent link: https://www.econbiz.de/10010322302